/Engine/Plugins/Runtime/GameplayAbilities/Source/GameplayAbilities/Public/GameplayEffectComponents/ImmunityGameplayEffectComponent.h
We need to register our callback to check for Immunity
virtual bool OnActiveGameplayEffectAdded ( [FActiveGameplayEffectsContainer](API\Plugins\GameplayAbilities\FActiveGameplayEffectsContainer) & ActiveGEContainer, [FActiveGameplayEffect](API\Plugins\GameplayAbilities\FActiveGameplayEffect) & ActiveGE ) const